+121.2%
VSH vs SM
+4.2%
+117.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | -1.6% | -19.5% | +17.9% | +2.0% |
| 30D | -21.3% | -20.2% | -1.1% | -18.5% |
| 3M | -18.9% | -6.5% | -12.4% | -18.6% |
| 6M | -21.4% | +1.6% | -23.0% | -23.0% |
| YTD | +86.8% | +61.2% | +25.6% | +66.4% |
| 1Y | +85.8% | +65.4% | +20.4% | +64.4% |
| 3Y | +30.1% | -13.0% | +43.2% | +27.0% |
| 5Y | +42.8% | -4.3% | +47.1% | +32.3% |
| 10Y | +121.2% | +3.0% | +118.2% | +41.8% |
| All | +121.2% | +4.2% | +117.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling